-100.0%
SOXS vs ONTO
+696.1%
-796.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.6% | -10.2% | +1.8% |
| 7D | -4.7% | +4.9% | -9.7% | +3.8% |
| 30D | +7.7% | -16.6% | +24.4% | -14.3% |
| 3M | -10.2% | -7.3% | -2.8% | +25.1% |
| 6M | -99.2% | +45.9% | -145.1% | -93.4% |
| YTD | -99.5% | +78.2% | -177.7% | -93.8% |
| 1Y | -99.8% | +159.8% | -259.6% | -93.4% |
| 3Y | -100.0% | +123.4% | -223.4% | -98.7% |
| 5Y | -100.0% | +265.8% | -365.8% | -98.1% |
| All | -100.0% | +696.1% | -796.1% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling